+37.4%
CAVA vs WAB
+186.0%
-148.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.4% |
| 7D | -1.5% | +1.7% | -3.2% | -2.7% |
| 30D | -3.7% | -2.4% | -1.2% | -2.0% |
| 3M | -18.3% | +9.7% | -28.0% | -25.4% |
| 6M | -23.5% | +16.5% | -40.0% | -34.3% |
| YTD | +2.5% | +33.7% | -31.3% | -23.0% |
| 1Y | -8.0% | +49.7% | -57.6% | -38.0% |
| 3Y | +53.5% | +170.9% | -117.4% | -39.6% |
| All | +37.4% | +186.0% | -148.7% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WAB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling